EViews.com • Imposing Restrictions on SVAR - Page 3

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Re: Imposing Restrictions on SVAR

Posted: Tue Aug 15, 2017 7:31 am

by nasa

HI,
Are the shocks are 1 SD in eviews 10?

thanks.

Re: Imposing Restrictions on SVAR

Posted: Tue Aug 15, 2017 7:58 am

by nasa

what about the 2 standard error?
Does it represents the 95 % confidence bands or the 90% or other?

Re: Imposing Restrictions on SVAR

Posted: Tue Aug 15, 2017 9:21 am

by EViews Matt

Hello,

1) Yes, the shocks are one standard deviation.
2) The two standard deviation bands represent the usual 95% confidence interval.